Miscellaneous

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Miscellaneous

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BABA Alibaba Group Holding Limited	Consumer Cyclical	6.67%
BP BP p.l.c.	Energy	6.67%
COP ConocoPhillips Company	Energy	6.67%
DVN Devon Energy Corporation	Energy	6.67%
GOOG Alphabet Inc	Communication Services	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%
LUV Southwest Airlines Co.	Industrials	6.67%
MRK Merck & Co., Inc.	Healthcare	6.67%
NCLH Norwegian Cruise Line Holdings Ltd.	Consumer Cyclical	6.67%
PYPL PayPal Holdings, Inc.	Financial Services	6.67%
RYCEY Rolls-Royce Holdings plc	Industrials	6.67%
TPR Tapestry, Inc.	Consumer Cyclical	6.67%
U Unity Software Inc.	Technology	6.67%
VZ Verizon Communications Inc.	Communication Services	6.67%
WMT Walmart Inc.	Consumer Defensive	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Sep 18, 2020, corresponding to the inception date of U

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.51%	4.99%	-1.31%	13.00%	13.92%	11.05%
Miscellaneous	6.83%	4.08%	4.25%	20.74%	N/A	N/A
Portfolio components:
WMT Walmart Inc.	11.23%	1.49%	7.71%	53.46%	21.41%	17.41%
NCLH Norwegian Cruise Line Holdings Ltd.	-31.33%	1.73%	-35.46%	2.79%	-0.35%	-10.75%
BABA Alibaba Group Holding Limited	35.59%	-8.58%	34.19%	48.85%	-11.63%	2.62%
RYCEY Rolls-Royce Holdings plc	73.71%	17.66%	65.21%	111.61%	48.56%	8.08%
GOOG Alphabet Inc	-11.84%	1.15%	-2.85%	-3.39%	19.00%	20.24%
VZ Verizon Communications Inc.	13.40%	0.21%	3.46%	14.22%	0.45%	4.49%
BP BP p.l.c.	3.05%	6.82%	3.43%	-13.73%	8.23%	2.75%
KO The Coca-Cola Company	15.14%	-0.68%	12.85%	16.46%	11.61%	9.31%
PYPL PayPal Holdings, Inc.	-16.43%	6.08%	-16.22%	12.40%	-14.33%	N/A
LUV Southwest Airlines Co.	-0.93%	10.92%	1.52%	22.42%	-0.77%	-0.10%
DVN Devon Energy Corporation	-1.50%	1.81%	-13.66%	-29.78%	27.41%	-3.25%
COP ConocoPhillips Company	-9.87%	-3.01%	-15.72%	-20.54%	18.65%	6.64%
TPR Tapestry, Inc.	20.77%	7.97%	23.35%	82.16%	41.15%	11.43%
U Unity Software Inc.	16.78%	22.39%	7.32%	45.54%	N/A	N/A
MRK Merck & Co., Inc.	-21.79%	-7.26%	-23.00%	-38.15%	2.94%	6.40%

*Annualized

Monthly Returns

The table below presents the monthly returns of Miscellaneous , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.23%	4.94%	-3.69%	-4.85%	5.54%	0.97%							6.83%
2024	-0.63%	5.07%	4.67%	-2.74%	-0.39%	-0.27%	-0.23%	3.82%	6.89%	-0.82%	5.14%	-1.77%	19.77%
2023	10.61%	-4.39%	2.25%	-0.61%	-3.67%	11.89%	6.25%	-5.01%	-5.15%	-5.15%	6.51%	9.16%	22.30%
2022	1.59%	-2.83%	2.02%	-8.29%	0.64%	-9.85%	4.47%	1.85%	-10.54%	10.37%	8.41%	-7.24%	-11.46%
2021	-2.21%	10.86%	0.44%	4.47%	0.78%	2.40%	-4.40%	3.22%	2.22%	5.52%	-6.96%	0.78%	17.16%
2020									-0.72%	3.99%	38.07%	-7.27%	32.18%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Miscellaneous has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Miscellaneous is 73, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
WMT Walmart Inc.	2.24	3.07	1.42	2.54	8.21
NCLH Norwegian Cruise Line Holdings Ltd.	0.05	0.58	1.08	0.13	0.36
BABA Alibaba Group Holding Limited	1.08	1.60	1.20	0.59	2.87
RYCEY Rolls-Royce Holdings plc	2.79	3.36	1.49	5.03	22.47
GOOG Alphabet Inc	-0.11	0.08	1.01	-0.10	-0.21
VZ Verizon Communications Inc.	0.64	1.04	1.15	0.74	2.84
BP BP p.l.c.	-0.48	-0.54	0.93	-0.49	-1.04
KO The Coca-Cola Company	0.97	1.61	1.20	1.18	2.58
PYPL PayPal Holdings, Inc.	0.33	0.76	1.10	0.17	0.93
LUV Southwest Airlines Co.	0.56	1.23	1.17	0.48	2.97
DVN Devon Energy Corporation	-0.75	-0.94	0.88	-0.50	-1.32
COP ConocoPhillips Company	-0.64	-0.70	0.90	-0.56	-1.61
TPR Tapestry, Inc.	1.98	3.02	1.38	2.85	8.35
U Unity Software Inc.	0.62	1.40	1.16	0.47	2.57
MRK Merck & Co., Inc.	-1.39	-1.78	0.76	-0.83	-1.45

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Miscellaneous Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

1-Year: 0.98
All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.14, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Miscellaneous compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Miscellaneous provided a 2.22% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.22%	2.16%	2.44%	2.19%	1.72%	10.65%	1.93%	1.91%	1.75%	1.97%	2.68%	2.10%
Portfolio components:
WMT Walmart Inc.	0.89%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.87%	3.17%	2.22%
NCLH Norwegian Cruise Line Holdings Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BABA Alibaba Group Holding Limited	0.57%	0.78%	1.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RYCEY Rolls-Royce Holdings plc	0.62%	0.00%	0.00%	0.00%	0.00%	128.87%	1.68%	1.50%	1.29%	1.96%	4.08%	2.74%
GOOG Alphabet Inc	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VZ Verizon Communications Inc.	6.16%	6.68%	6.96%	6.53%	4.86%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%	4.57%
BP BP p.l.c.	6.50%	6.18%	4.71%	3.94%	4.83%	9.21%	6.48%	6.36%	5.66%	6.37%	7.63%	6.14%
KO The Coca-Cola Company	2.76%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
PYPL PayPal Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LUV Southwest Airlines Co.	2.17%	2.14%	3.12%	0.00%	0.00%	0.39%	1.30%	1.30%	0.73%	0.75%	0.66%	0.52%
DVN Devon Energy Corporation	3.91%	4.43%	6.34%	8.41%	4.47%	4.30%	1.35%	1.33%	0.58%	0.92%	3.00%	1.54%
COP ConocoPhillips Company	3.32%	2.54%	3.37%	4.20%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%	4.11%
TPR Tapestry, Inc.	1.78%	2.14%	3.53%	2.89%	1.23%	1.09%	5.01%	4.00%	3.05%	3.85%	4.12%	3.59%
U Unity Software Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MRK Merck & Co., Inc.	4.10%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.42%	3.11%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Miscellaneous . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Miscellaneous was 27.56%, occurring on Sep 26, 2022. Recovery took 342 trading sessions.

The current Miscellaneous drawdown is 4.02%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.56%	Nov 16, 2021	216	Sep 26, 2022	342	Feb 6, 2024	558
-19.78%	Feb 21, 2025	33	Apr 8, 2025	—	—	—
-10.07%	Dec 2, 2020	40	Jan 29, 2021	12	Feb 17, 2021	52
-9.99%	Apr 2, 2024	87	Aug 5, 2024	28	Sep 13, 2024	115
-8.84%	Jun 28, 2021	15	Jul 19, 2021	47	Sep 23, 2021	62

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	MRK	VZ	WMT	KO	BABA	RYCEY	U	COP	GOOG	BP	DVN	PYPL	LUV	NCLH	TPR	Portfolio
^GSPC	1.00	0.18	0.23	0.40	0.37	0.35	0.42	0.52	0.33	0.71	0.33	0.37	0.62	0.48	0.53	0.54	0.75
MRK	0.18	1.00	0.30	0.22	0.33	-0.02	0.06	0.00	0.16	0.07	0.13	0.11	0.04	0.06	0.00	0.03	0.17
VZ	0.23	0.30	1.00	0.25	0.42	0.06	0.11	0.04	0.17	0.06	0.16	0.15	0.08	0.18	0.10	0.14	0.26
WMT	0.40	0.22	0.25	1.00	0.39	0.10	0.10	0.18	0.09	0.25	0.08	0.10	0.23	0.16	0.16	0.20	0.31
KO	0.37	0.33	0.42	0.39	1.00	0.09	0.14	0.07	0.15	0.19	0.17	0.14	0.13	0.17	0.12	0.20	0.30
BABA	0.35	-0.02	0.06	0.10	0.09	1.00	0.18	0.38	0.13	0.30	0.22	0.16	0.36	0.20	0.24	0.28	0.48
RYCEY	0.42	0.06	0.11	0.10	0.14	0.18	1.00	0.22	0.23	0.26	0.31	0.25	0.25	0.35	0.35	0.32	0.53
U	0.52	0.00	0.04	0.18	0.07	0.38	0.22	1.00	0.10	0.42	0.14	0.17	0.54	0.30	0.41	0.39	0.62
COP	0.33	0.16	0.17	0.09	0.15	0.13	0.23	0.10	1.00	0.16	0.73	0.84	0.17	0.27	0.25	0.28	0.55
GOOG	0.71	0.07	0.06	0.25	0.19	0.30	0.26	0.42	0.16	1.00	0.17	0.20	0.48	0.27	0.37	0.32	0.53
BP	0.33	0.13	0.16	0.08	0.17	0.22	0.31	0.14	0.73	0.17	1.00	0.74	0.15	0.29	0.28	0.31	0.57
DVN	0.37	0.11	0.15	0.10	0.14	0.16	0.25	0.17	0.84	0.20	0.74	1.00	0.20	0.31	0.31	0.35	0.60
PYPL	0.62	0.04	0.08	0.23	0.13	0.36	0.25	0.54	0.17	0.48	0.15	0.20	1.00	0.34	0.40	0.39	0.60
LUV	0.48	0.06	0.18	0.16	0.17	0.20	0.35	0.30	0.27	0.27	0.29	0.31	0.34	1.00	0.61	0.48	0.62
NCLH	0.53	0.00	0.10	0.16	0.12	0.24	0.35	0.41	0.25	0.37	0.28	0.31	0.40	0.61	1.00	0.49	0.67
TPR	0.54	0.03	0.14	0.20	0.20	0.28	0.32	0.39	0.28	0.32	0.31	0.35	0.39	0.48	0.49	1.00	0.65
Portfolio	0.75	0.17	0.26	0.31	0.30	0.48	0.53	0.62	0.55	0.53	0.57	0.60	0.60	0.62	0.67	0.65	1.00

The correlation results are calculated based on daily price changes starting from Sep 21, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Miscellaneous

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community